Results 11 to 20 of about 4,737,365 (276)

Generalized System of Riccati-Type Equations [PDF]

EPJ Web of Conferences, 2018
A new system of generalized Riccati-type equations is derived. An interconnection between the solutions of n-th order differential equations and the solutions of a generalized system of Riccati-type equations is established.
Yamaleev Robert M.
doaj   +2 more sources

On one method for solving Riccati equations

Современная математика: Фундаментальные направления
In this paper, we investigate the construction of particular solutions to scalar and matrix Riccati equations. We find a condition that ensures a relationship between particular solutions to the Riccati and Bernoulli equations, as well as to ...
A. K. Kerimbekov
doaj   +2 more sources

On Riccati Equations in Banach Algebras [PDF]

SIAM Journal on Control and Optimization, 2011
Let $R$ be a commutative complex Banach algebra with the involution $\cdot ^\star$ and suppose that $A\in R^{n\times n}$, $B\in R^{n\times m}$, $C\in R^{p\times n}$. The question of when the Riccati equation $$ PBB^\star P-PA-A^\star P-C^\star C=0 $$ has a solution $P\in R^{n\times n}$ is investigated.
Curtain, Ruth, Sasane, Amol
openaire   +4 more sources

Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough) [PDF]

Mathematics of Operations Research, 2018
We solve a family of fractional Riccati equations with constant (possibly complex) coefficients. These equations arise, for example, in fractional Heston stochastic volatility models, which have received great attention in the recent financial literature
Giorgia Callegaro, M. Grasselli, G. Pagès   +2 more
semanticscholar   +1 more source

Global solvability criteria for quaternionic Riccati equations [PDF]

, 2021
summary:Some global existence criteria for quaternionic Riccati equations are established. Two of them are used to prove a completely non conjugation theorem for solutions of linear systems of ordinary differential ...
Grigorian, G.A.
core   +1 more source

Pick matrix conditions for sign-definite solutions of the algebraic Riccati equation [PDF]

, 2001
We study the existence of positive and negative semidefinite solutions of algebraic Riccati equations (ARE) corresponding to linear quadratic problems with an indefinite cost functional.
Trentelman, Harry L., Rapisarda, Paolo
core   +3 more sources

Adaptive high-order splitting schemes for large-scale differential Riccati equations [PDF]

Numerical Algorithms, 2016
We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control.
Tony Stillfjord
semanticscholar   +1 more source

A Forgotten Differential Equation Studied by Jacopo Riccati Revisited in Terms of Lie Symmetries

Mathematics, 2021
In this paper we present a two parameter family of differential equations treated by Jacopo Riccati, which does not appear in any modern repertoires and we extend the original solution method to a four parameter family of equations, translating the ...
Daniele Ritelli
doaj   +1 more source

Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations [PDF]

SIAM Journal on Matrix Analysis and Applications, 2016
In the numerical solution of the algebraic Riccati equation $A^* X + X A - X BB^* X + C^* C =0$, where $A$ is large, sparse, and stable, and $B$, $C$ have low rank, projection methods have recently emerged as a possible alternative to the more ...
V. Simoncini
semanticscholar   +1 more source

On solving periodic Riccati equations [PDF]

, 2008
Numerically reliable algorithms to compute the periodic non-negative definite stabilizing solutions of the periodic differential Riccati equation (PRDE) and discrete-time periodic Riccati equation (DPRE) are proposed. For the numerical solution of PRDEs,
A. Varga, Varga, Andreas
core   +1 more source